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DateTitle Authors
2009 A blocking and regularization approach to high dimensional realized covariance estimationHautsch, Nikolaus / Kyj, Lada M. / Oomen, Roel C.A.
2013 A unified framework for testing in the linear regression model under unknown order of fractional integrationChristensen, Bent Jesper / Kruse, Robinson / Sibbertsen, Philipp
2005 Myopic Loss Aversion, the Equity Premium Puzzle, and GARCHÅgren, Martin
2005 Predictive density evaluationCorradi, Valentina / Swanson, Norman R.
2008 Seasonality with Trend and Cycle Interactions in Unobserved Components ModelsKoopman, Siem Jan / Lee, Kai Ming
2008 Long memory and periodicity in intraday volatilities of stock index futuresRossi, Eduardo / Fantazzini, Dean
2010 Relative forecasting performance of volatility models: Monte Carlo evidenceLux, Thomas / Morales-Arias, Leonardo
2007 Testing for a break in persistence under long-range dependenciesSibbertsen, Philipp / Kruse, Robinson
2002 Price incentives, non-price factors, and agricultural production in Sub-Saharan Africa: a cointegration analysisThiele, Rainer
2012 A flexible semiparametric model for time seriesLi, Degui / Linton, Oliver / Lu, Zudi

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